Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2025-08-10 0.470042 0.525278 0.587740 0.664322 0.756698 0.865867 1.006712
2025-08-17 0.384080 0.447587 0.524225 0.625414 0.758533 0.932361 1.185103
2025-08-24 0.337615 0.405534 0.491521 0.611700 0.781240 1.022255 1.413126
2025-08-31 0.320463 0.396081 0.496318 0.644560 0.869389 1.220092 1.866671
2025-09-07 0.295492 0.372523 0.477988 0.640486 0.900739 1.337610 2.235668
2025-09-14 0.273171 0.349803 0.457462 0.628978 0.916536 1.431233 2.602075
2025-09-21 0.256514 0.333185 0.443488 0.624815 0.942535 1.548929 3.085423
2025-09-28 0.240132 0.315424 0.425800 0.611903 0.950098 1.632016 3.537784
2025-10-05 0.236948 0.316522 0.436552 0.647007 1.052239 1.947102 4.928548
2025-10-12 0.238532 0.324705 0.458963 0.705324 1.214016 2.476181 7.905177
2025-10-19 0.226670 0.311196 0.444845 0.695332 1.230145 2.637361 9.633202
2025-10-26 0.216777 0.300084 0.433712 0.689451 1.254198 2.833996 12.099125
2025-11-02 0.203302 0.283151 0.412607 0.664279 1.234519 2.908450 14.227302
2025-11-09 0.189228 0.264506 0.387329 0.628360 1.183089 2.860971 15.333972
2025-11-16 0.180121 0.253392 0.374298 0.615596 1.186875 3.013575 19.451929
2025-11-23 0.178847 0.254933 0.383451 0.649178 1.317883 3.743961 40.964871
2025-11-30 0.172245 0.247188 0.375315 0.645206 1.347158 4.084653 66.685530
2025-12-07 0.165148 0.238214 0.364277 0.633623 1.352330 4.323354 106.039602
2025-12-14 0.159563 0.231507 0.356949 0.629432 1.378851 4.706340 225.533184
2025-12-21 0.153270 0.223273 0.346222 0.616385 1.375501 4.927348 479.761223
2025-12-28 0.153236 0.225818 0.356006 0.651880 1.538371 6.441850 NaN
2026-01-04 0.155479 0.232460 0.374256 0.710865 1.810734 9.662029 NaN
2026-01-11 0.150319 0.225608 0.365271 0.700757 1.823875 10.497006 NaN